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Loaded die whose one-roll and two-roll laws agree

Question

A six-sided die showing 11 to 66 is loaded so that, for each v∈{2,3,4,5,6}v\in\{2,3,4,5,6\}, the chance of getting vv on a single roll equals the chance that the sum of two independent rolls equals vv. Writing p1p_1 for the probability of a 11, it turns out p1p_1 is the unique positive root of an equation ∑k=16ckp1 k=1\sum_{k=1}^{6}c_k p_1^{\,k}=1 with real coefficients ckc_k. What is c1+c2+⋯+c6c_1+c_2+\dots+c_6?

Short answer

6565. Matching two-roll sums gives p2=p12p_2=p_1^2, p3=2p1p2p_3=2p_1p_2, p4=2p1p3+p22p_4=2p_1p_3+p_2^2, and so on, so pk=Ck−1p1kp_k=C_{k-1}p_1^k with Catalan numbers 1,1,2,5,14,421,1,2,5,14,42. Normalising, ∑kCk−1p1k=1\sum_k C_{k-1}p_1^k=1, and the coefficients sum to 1+1+2+5+14+42=651+1+2+5+14+42=65.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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